Preface 1. Introduction to the generalized method of moments estimation David Harris and László Mátyás 2. GMM estimation techniques Masao Ogaki 3. Covariance matrix estimation Matthew J. Cushing and Mary G. McGarvey 4. Hypothesis testing in models estimated by GMM Alastair R. Hall 5. Finite sample properties of GMM estimators and tests Jan M. Podivinsky 6. GMM estimation of time series models David Harris 7. Reduced rank regression using GMM Frank Kleibergen 8. Estimation of linear panel data models using GMM Seung C. Ahn and Peter Schmidt 9. Alternative GMM methods for nonlinear panel data models Jörg Breitung and Michael Lechner 10. Simulation based method of moments Roman Liesenfeld and Jörg Breitung 11. Logically inconsistent limited dependent variables models J. S. Butler and Gabriel Picone Index.
Preface 1. Introduction to the generalized method of moments estimation David Harris and László Mátyás 2. GMM estimation techniques Masao Ogaki 3. Covariance matrix estimation Matthew J. Cushing and Mary G. McGarvey 4. Hypothesis testing in models estimated by GMM Alastair R. Hall 5. Finite sample properties of GMM estimators and tests Jan M. Podivinsky 6. GMM estimation of time series models David Harris 7. Reduced rank regression using GMM Frank Kleibergen 8. Estimation of linear panel data models using GMM Seung C. Ahn and Peter Schmidt 9. Alternative GMM methods for nonlinear panel data models Jörg Breitung and Michael Lechner 10. Simulation based method of moments Roman Liesenfeld and Jörg Breitung 11. Logically inconsistent limited dependent variables models J. S. Butler and Gabriel Picone Index.
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